ECBOT 30 Year Treasury Bond Future June 2015
| Trading Metrics calculated at close of trading on 25-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2015 |
25-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
160-22 |
162-07 |
1-17 |
1.0% |
161-15 |
| High |
162-21 |
163-01 |
0-12 |
0.2% |
161-31 |
| Low |
159-23 |
161-20 |
1-29 |
1.2% |
158-26 |
| Close |
162-05 |
162-18 |
0-13 |
0.3% |
159-01 |
| Range |
2-30 |
1-13 |
-1-17 |
-52.1% |
3-05 |
| ATR |
2-06 |
2-05 |
-0-02 |
-2.6% |
0-00 |
| Volume |
87,083 |
348,449 |
261,366 |
300.1% |
25,187 |
|
| Daily Pivots for day following 25-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
166-20 |
166-00 |
163-11 |
|
| R3 |
165-07 |
164-19 |
162-30 |
|
| R2 |
163-26 |
163-26 |
162-26 |
|
| R1 |
163-06 |
163-06 |
162-22 |
163-16 |
| PP |
162-13 |
162-13 |
162-13 |
162-18 |
| S1 |
161-25 |
161-25 |
162-14 |
162-03 |
| S2 |
161-00 |
161-00 |
162-10 |
|
| S3 |
159-19 |
160-12 |
162-06 |
|
| S4 |
158-06 |
158-31 |
161-25 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
169-13 |
167-12 |
160-25 |
|
| R3 |
166-08 |
164-07 |
159-29 |
|
| R2 |
163-03 |
163-03 |
159-20 |
|
| R1 |
161-02 |
161-02 |
159-10 |
160-16 |
| PP |
159-30 |
159-30 |
159-30 |
159-21 |
| S1 |
157-29 |
157-29 |
158-24 |
157-11 |
| S2 |
156-25 |
156-25 |
158-14 |
|
| S3 |
153-20 |
154-24 |
158-05 |
|
| S4 |
150-15 |
151-19 |
157-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
163-01 |
158-26 |
4-07 |
2.6% |
2-02 |
1.3% |
89% |
True |
False |
96,521 |
| 10 |
163-28 |
158-26 |
5-02 |
3.1% |
2-02 |
1.3% |
74% |
False |
False |
49,961 |
| 20 |
171-09 |
158-26 |
12-15 |
7.7% |
2-05 |
1.3% |
30% |
False |
False |
25,463 |
| 40 |
171-09 |
157-15 |
13-26 |
8.5% |
2-04 |
1.3% |
37% |
False |
False |
12,883 |
| 60 |
171-09 |
152-02 |
19-07 |
11.8% |
1-28 |
1.2% |
55% |
False |
False |
8,620 |
| 80 |
171-09 |
149-05 |
22-04 |
13.6% |
1-19 |
1.0% |
61% |
False |
False |
6,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-00 |
|
2.618 |
166-23 |
|
1.618 |
165-10 |
|
1.000 |
164-14 |
|
0.618 |
163-29 |
|
HIGH |
163-01 |
|
0.618 |
162-16 |
|
0.500 |
162-10 |
|
0.382 |
162-05 |
|
LOW |
161-20 |
|
0.618 |
160-24 |
|
1.000 |
160-07 |
|
1.618 |
159-11 |
|
2.618 |
157-30 |
|
4.250 |
155-21 |
|
|
| Fisher Pivots for day following 25-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
162-16 |
162-02 |
| PP |
162-13 |
161-18 |
| S1 |
162-10 |
161-02 |
|